V-Lab: Veolia Environnement SA MF2-GARCH Volatility Analysis

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V-Lab

Veolia Environnement SA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.88% (+5.28%)

Analysis last updated: Thursday, May 9, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0444	9.34
$β$	0.7404	49.55
$γ$	0.1285	17.98
$λ_{1}$	0.0414	1.86
$λ_{2}$	0.0676	1.93
$λ_{3}$	0.9204	22.28

Estimation Period:
Jul 19, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts